Quantitative Risk Management Consultant 28774

11 Jun 2024

Vacancy expired!

We are committed to creating the most respected expert technology solutions and recruitment company bar none, by treating our people better than any other business. We will be your dedicated career coach; giving you honest advice, helping you find the best opportunities and much more.

This Contract Role as a Quantitative Risk Management Consultant in Chicago, IL will be responsible for developing, analyzing, and back-testing models for clearing initiatives. Candidates should also be willing to relocate to Chicago, at their own cost.

Responsibilities:

  • Code release testing
  • Historical data validation
  • Margin and stress testing model validation
  • Portfolio back-testing

Requirements:

  • Master s in computer science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
  • Superb quantitative and analytical background.
  • Excellent programming, communication, and documentation skills.
  • Knowledge of financial markets.
  • Work experience or education in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred.
  • Work experience or education in advanced derivatives modeling and knowledge of volatility models preferred.
  • Work experience or education in curve construction and data validation preferred.
  • Ability to efficiently, effectively conduct research
  • Analyze problems
  • Formulate and implement solutions
  • Produce high quality results on time

Benefits:

Solving IT is pleased to offer a rich benefit plan to our W2 employees. We offer five health plan options and a PPO dental plan through Blue Cross Blue Shield, Term Life/AD&D Insurance, and 401(k) Savings Plan. Solving IT subsidizes the health and dental premium for the employee.

As you continue to develop your skills and experience, Solving IT will work with your changing preferences to match you with rewarding projects. Our unrivaled reputation for quality is demonstrated through our Inavero Best of Staffing award that was won due to the feedback from our own clients and candidates. We also love to socialize and have fun so we have regularly scheduled parties and events for you to unwind and network with fellow consultants.

Whether you are searching for your next challenge or just looking to stay on top of market trends, Solving IT is committed to help position you appropriately. By leveraging the latest market and compensation data available, you can rest assured that you are getting more than just an informed opinion. You are getting the Solving IT Experience.

www.solvingit.com

  • ID: #42831266
  • State: Illinois Chicago 60290 Chicago USA
  • City: Chicago
  • Salary: USD10000 - USD100000 per annum
  • Job type: Contract
  • Showed: 2022-06-11
  • Deadline: 2022-08-09
  • Category: Et cetera